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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Option-Based Credit Spreads
Christopher L. Culp, Yoshio Nozawa, Pietro Veronesi
American Economic Review (2018) Vol. 108, Iss. 2, pp. 454-488
Open Access | Times Cited: 88

Showing 1-25 of 88 citing articles:

RETRACTED: Common risk factors in the cross-section of corporate bond returns
Jennie Bai, Turan G. Bali, Quan Wen
Journal of Financial Economics (2018) Vol. 131, Iss. 3, pp. 619-642
Closed Access | Times Cited: 298
Default Risk and Option Returns
Aurelio Vasquez, Xiao Xiao
Management Science (2023) Vol. 70, Iss. 4, pp. 2144-2167
Open Access | Times Cited: 28
Is the credit spread puzzle a myth?
Jennie Bai, Robert S. Goldstein, Fan Yang
Journal of Financial Economics (2020) Vol. 137, Iss. 2, pp. 297-319
Closed Access | Times Cited: 55
A One-Factor Model of Corporate Bond Premia
Redouane Elkamhi, Chanik Jo, Yoshio Nozawa
Management Science (2023) Vol. 70, Iss. 3, pp. 1875-1900
Closed Access | Times Cited: 19
Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market
Jing-Zhi Huang, Bibo Liu, Zhan Shi
Review of Finance (2022) Vol. 27, Iss. 2, pp. 539-579
Open Access | Times Cited: 24
How Integrated are Credit and Equity Markets? Evidence from Index Options
Pierre Collin‐Dufresne, Benjamin Junge, Anders B. Trolle
The Journal of Finance (2023) Vol. 79, Iss. 2, pp. 949-992
Open Access | Times Cited: 15
Whatever it Takes? The Impact of Conditional Policy Promises
Valentin Haddad, Alan Moreira, Tyler Muir
(2023)
Closed Access | Times Cited: 15
Treasury yield implied volatility and real activity
Martijn Cremers, Matthias Fleckenstein, Priyank Gandhi
Journal of Financial Economics (2020) Vol. 140, Iss. 2, pp. 412-435
Closed Access | Times Cited: 35
The risk and return of equity and credit index options
Hitesh Doshi, Jan Ericsson, Mathieu Fournier, et al.
Journal of Financial Economics (2024) Vol. 161, pp. 103932-103932
Closed Access | Times Cited: 3
A Joint Factor Model for Bonds, Stocks, and Options
Turan G. Bali, Heiner Beckmeyer, Amit Goyal
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 8
Cyclical Dispersion in Expected Defaults
João F. Gomes, Marco Grotteria, Jessica A. Wachter
Review of Financial Studies (2018) Vol. 32, Iss. 4, pp. 1275-1308
Open Access | Times Cited: 25
Common Risk Factors in the Cross-Section of Corporate Bond Returns
Jennie Bai, Turan G. Bali, Quan Wen
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 24
The Effect of Reporting Streaks on Ex Ante Uncertainty
Thaddeus Neururer, G. Papadakis, Edward J. Riedl
Management Science (2019) Vol. 66, Iss. 8, pp. 3771-3787
Closed Access | Times Cited: 21
Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods
Gurdip Bakshi, Xiaohui Gao, Zhaodong Zhong
Annual Review of Financial Economics (2022) Vol. 14, Iss. 1, pp. 391-413
Closed Access | Times Cited: 10
The leverage effect and the basket-index put spread
Jennie Bai, Robert S. Goldstein, Fan Yang
Journal of Financial Economics (2018) Vol. 131, Iss. 1, pp. 186-205
Closed Access | Times Cited: 15
Liquidity risk and corporate bond yield spread: Evidence from China
Yinghui Chen, Lunan Jiang
International Review of Finance (2020) Vol. 21, Iss. 4, pp. 1117-1151
Open Access | Times Cited: 12
Credit Default Swaps, Fire-Sale Risk, and the Liquidity Provision in the Bond Market
Massimo Massa, Lei Zhang
Journal of Financial and Quantitative Analysis (2023) Vol. 59, Iss. 4, pp. 1963-1996
Closed Access | Times Cited: 4
Contingent Claims and Hedging of Credit Risk with Equity Options
Davide Avino, Enrique Salvador
The Review of Asset Pricing Studies (2024) Vol. 14, Iss. 2, pp. 310-348
Open Access | Times Cited: 1
The Global Credit Spread Puzzle
Jing‐Zhi Huang, Yoshio Nozawa, Zhan Shi
The Journal of Finance (2024)
Open Access | Times Cited: 1
The Global Credit Spread Puzzle
Jing‐Zhi Huang, Yoshio Nozawa, Zhan Shi
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 10
Duration-Based Valuation of Corporate Bonds
Jules H. van Binsbergen, Michael Schwert
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 8
A One-Factor Model of Corporate Bond Premia
Redouane Elkamhi, Chanik Jo, Yoshio Nozawa
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 8
An endogenous structural credit risk model incorporating with moral hazard and rollover risk
Huawei Niu, Wei Hua
Economic Modelling (2018) Vol. 78, pp. 47-59
Closed Access | Times Cited: 7
Explaining CDS prices with Merton’s model before and after the Lehman default
Gordon Gemmill, Miriam Marra
Journal of Banking & Finance (2019) Vol. 106, pp. 93-109
Open Access | Times Cited: 7
How Integrated Are Credit and Equity Markets? Evidence From Index Options
Pierre Collin‐Dufresne, Benjamin Junge, Anders B. Trolle
SSRN Electronic Journal (2020)
Closed Access | Times Cited: 7
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